+695.9%
PH vs NOC
+160.0%
+535.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +4.3% | +4.8% | -0.5% | +2.6% |
| 30D | +0.1% | +11.0% | -10.9% | -3.8% |
| 3M | -9.4% | -3.8% | -5.6% | -8.4% |
| 6M | +8.8% | +0.6% | +8.1% | +7.8% |
| YTD | +9.6% | -2.3% | +11.9% | +8.8% |
| 1Y | +14.4% | +0.3% | +14.2% | +12.3% |
| 3Y | +134.5% | +24.6% | +109.9% | +104.5% |
| 5Y | +204.4% | +66.0% | +138.4% | +117.6% |
| All | +695.9% | +160.0% | +535.8% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling